INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi European Banks 1 Year Fixed Income Sep 2023 USD
ISIN: XS2663092521
STRIKE DATE: 26/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.552037.72
UniCredit SpA22.560081.96
BBVA7.370022.74

STRIKE DATE 26/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.252% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.252% p.a.
ISIN XS2663092521
NEXT POTENTIAL MATURITY DATE 26/09/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Aug 2023 GBP
ISIN: XS2567931642
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.05% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,333.630010679.03
S&P 5004,376.31007483.24
Eurostoxx 504,232.22006412.68

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2567931642
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 GBP
ISIN: XS2581071102
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 96.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.67% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010679.03
S&P 5004,320.06007483.24
Nikkei 22532,402.410069744.07

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071102
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2581071284
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 97.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 97.31% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010679.03
S&P 5004,320.06007483.24
Nikkei 22532,402.410069744.07

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071284
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
BBVA 2 Year Memory Income Note Aug 2023 GBP 
ISIN: XS2580050156
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,270.760010679.03
S&P 5004,387.55007483.24

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Term: 2 years Investment Structure: Memory Income Memory Income Rate: GBP: 6.40% Annually Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2580050156
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall June 2023 USD
ISIN: XS2515307341
STRIKE DATE: 29/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,194.91208844.412
Eurostoxx 504,354.69006412.68
Nikkei 22533,234.140069744.07
S&P 5004,396.44007483.24

STRIKE DATE 29/06/2023
RETURN & BARRIERS
Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 75% of initial level Protection Barrier: 50%
P.A. RETURN 6.00% p.a.
ISIN XS2515307341
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BNP Paribas Capital Protected Growth Participation Aug 2023 USD
ISIN: XS2576622331
STRIKE DATE: 18/08/2023
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,370.36007483.24

STRIKE DATE 18/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the Index at maturity (Capped at 127%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2576622331
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 GBP
ISIN: XS2580064298
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808844.412
Eurostoxx 504,242.70006412.68
Nikkei 22533,242.590069744.07
S&P 5004,443.95007483.24

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2580064298
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2580064371
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808844.412
Eurostoxx 504,242.70006412.68
Nikkei 22533,242.590069744.07
S&P 5004,443.95007483.24

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2580064371
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 EUR
ISIN: XS2580064025
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808844.412
Eurostoxx 504,242.70006412.68
Nikkei 22533,242.590069744.07
S&P 5004,443.95007483.24

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.10% Semi-Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2580064025
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL SEP 2023 GBP
ISIN: XS2580063563
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54708844.412
Eurostoxx 504,279.75006412.68
Nikkei 22533,168.100069744.07
S&P 5004,505.10007483.24

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 USD
ISIN: XS2580063647
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54708844.412
Eurostoxx 504,279.75006412.68
Nikkei 22533,168.100069744.07
S&P 5004,505.10007483.24

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063647
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 EUR
ISIN: XS2580063480
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54708844.412
Eurostoxx 504,279.75006412.68
Nikkei 22533,168.100069744.07
S&P 5004,505.10007483.24

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580063480
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
Barclays 1 Year Fixed Income With FTSE Kicker USD 
ISIN: XS2568043876
STRIKE DATE: 11/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,524.160010679.03

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: USD: 4.90 % p.a. (Paid at Maturity) Kicker: 0.10% coupon paid if above 100% at Maturity Capital Risk: None, 100% Capital Protected
P.A. RETURN 5.00% p.a.
ISIN XS2568043876
NEXT POTENTIAL MATURITY DATE 12/08/2024

EXPAND CLOSE
Soc Gen US Stocks Memory Income Aug 2023 USD 
ISIN: XS2659415918
STRIKE DATE: 11/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Motors242.6500
Carnival Corp16.790027.91
Advanced Micro Devices107.5700517.82
Meta Platform Inc301.6400582.9

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European Style)
P.A. RETURN 16.50% p.a.
ISIN XS2659415918
NEXT POTENTIAL MATURITY DATE 12/08/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Triple Index Autocall Aug 2023
ISIN: XS2654961643
STRIKE DATE: 07/08/2023
INDICATIVE PRICE: 124.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 124.08% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,337.50006412.68
Nikkei 22532,254.560069744.07
Nasdaq 10015,407.850029329.21

STRIKE DATE 07/08/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654961643
NEXT POTENTIAL MATURITY DATE 07/08/2026

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall Aug 2023 USD
ISIN: DE000HC897J0
STRIKE DATE: 04/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,529.160010679.03
S&P 5004,501.89007483.24
Nikkei 22532,159.280069744.07
Eurostoxx 504,304.63006412.68

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN DE000HC897J0
NEXT POTENTIAL MATURITY DATE 04/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall Aug 2023 USD
ISIN: XS2543359835
STRIKE DATE: 04/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,325.34008844.412
Eurostoxx 504,332.91006412.68
Nikkei 22532,192.750069744.07
S&P 5004,478.03007483.24

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Income Trigger: 75% Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.60% Semi-Annualy(7.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 7.20% p.a.
ISIN XS2543359835
NEXT POTENTIAL MATURITY DATE 04/08/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2665467341
STRIKE DATE: 05/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,314.27808844.412
Eurostoxx 504,269.16006412.68
Nikkei 22533,036.760069744.07
S&P 5004,496.83007483.24

STRIKE DATE 05/09/2023
RETURN & BARRIERS
Memory Income Autocall Autocall Opportunities: Semi-Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2665467341
NEXT POTENTIAL MATURITY DATE 05/09/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Aug 2023 GBP
ISIN: XS2654989149
STRIKE DATE: 30/08/2023
INDICATIVE PRICE: 124.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 124.01% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,315.31006412.68
Nasdaq 10015,462.430029329.21
Nikkei 22532,333.460069744.07

STRIKE DATE 30/08/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654989149
NEXT POTENTIAL MATURITY DATE 30/08/2029

EXPAND CLOSE